+102.8%
NOK vs TRMB
-39.6%
+142.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +8.7% | -5.4% | +14.1% | +10.8% |
| 30D | +12.5% | -2.0% | +14.5% | +12.9% |
| 3M | -20.7% | +12.3% | -33.1% | -25.0% |
| 6M | +36.2% | -17.6% | +53.8% | +45.0% |
| YTD | +64.1% | -27.5% | +91.6% | +82.8% |
| 1Y | +132.4% | -29.1% | +161.5% | +160.3% |
| 3Y | +182.9% | +11.5% | +171.4% | +149.2% |
| 5Y | +102.8% | -39.5% | +142.2% | +136.4% |
| All | +102.8% | -39.6% | +142.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling